Goodness-of-fit tests for multivariate Laplace distributions

DOI10.1016/j.mcm.2010.10.014zbMath1217.62060OpenAlexW2046588490MaRDI QIDQ552077

Konstantinos Fragiadakis, Simos G. Meintanis

Publication date: 21 July 2011

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2010.10.014

zbMATH Keywords

empirical characteristic functiongoodness-of-fit testMonte Carlo testmultivariate skewnessmultivariate Laplace distribution

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

Related Items (9)

Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty ⋮ Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm ⋮ Fast goodness-of-fit tests based on the characteristic function ⋮ A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families ⋮ Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function ⋮ A moment method for the multivariate asymmetric Laplace distribution ⋮ A goodness-of-fit test for elliptical distributions with diagnostic capabilities ⋮ Diagnostic tests for the distribution of random effects in multivariate mixed effects models ⋮ Gaussian processes with skewed Laplace spectral mixture kernels for long-term forecasting

Uses Software

• mvShapiroTest

Cites Work

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